+123.4%
KEY vs LCID
-96.3%
+219.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -0.8% |
| 7D | +0.5% | +24.8% | -24.3% | -1.8% |
| 30D | +6.9% | -0.5% | +7.4% | +6.5% |
| 3M | -5.0% | -43.0% | +38.0% | -0.4% |
| 6M | +0.7% | -40.5% | +41.3% | +3.3% |
| YTD | +6.5% | -64.3% | +70.8% | +14.2% |
| 1Y | +22.6% | -78.1% | +100.7% | +37.9% |
| 3Y | +125.3% | -90.1% | +215.4% | +161.4% |
| 5Y | +13.9% | -99.1% | +113.0% | +48.6% |
| All | +123.4% | -96.3% | +219.8% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling